ECBOT 10 Year T-Note Future September 2013


Trading Metrics calculated at close of trading on 19-Sep-2013
Day Change Summary
Previous Current
18-Sep-2013 19-Sep-2013 Change Change % Previous Week
Open 125-095 126-255 1-160 1.2% 124-025
High 126-280 126-295 0-015 0.0% 124-300
Low 124-280 126-035 1-075 1.0% 123-310
Close 126-185 126-040 -0-145 -0.4% 124-215
Range 2-000 0-260 -1-060 -59.4% 0-310
ATR 0-257 0-257 0-000 0.1% 0-000
Volume 29,861 4,242 -25,619 -85.8% 131,118
Daily Pivots for day following 19-Sep-2013
Classic Woodie Camarilla DeMark
R4 128-263 128-092 126-183
R3 128-003 127-152 126-112
R2 127-063 127-063 126-088
R1 126-212 126-212 126-064 126-168
PP 126-123 126-123 126-123 126-101
S1 125-272 125-272 126-016 125-228
S2 125-183 125-183 125-312
S3 124-243 125-012 125-288
S4 123-303 124-072 125-217
Weekly Pivots for week ending 13-Sep-2013
Classic Woodie Camarilla DeMark
R4 127-138 127-007 125-066
R3 126-148 126-017 124-300
R2 125-158 125-158 124-272
R1 125-027 125-027 124-243 125-092
PP 124-168 124-168 124-168 124-201
S1 124-037 124-037 124-187 124-102
S2 123-178 123-178 124-158
S3 122-188 123-047 124-130
S4 121-198 122-057 124-044
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 126-295 124-050 2-245 2.2% 0-293 0.7% 71% True False 13,573
10 126-295 123-105 3-190 2.8% 0-253 0.6% 78% True False 24,517
20 126-295 123-105 3-190 2.8% 0-239 0.6% 78% True False 541,443
40 126-315 123-105 3-210 2.9% 0-222 0.6% 76% False False 788,575
60 127-100 123-105 3-315 3.2% 0-229 0.6% 70% False False 871,877
80 130-150 123-105 7-045 5.7% 0-245 0.6% 39% False False 1,068,978
100 133-000 123-105 9-215 7.7% 0-234 0.6% 29% False False 877,051
120 133-000 123-105 9-215 7.7% 0-208 0.5% 29% False False 731,390
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-044
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 130-120
2.618 129-016
1.618 128-076
1.000 127-235
0.618 127-136
HIGH 126-295
0.618 126-196
0.500 126-165
0.382 126-134
LOW 126-035
0.618 125-194
1.000 125-095
1.618 124-254
2.618 123-314
4.250 122-210
Fisher Pivots for day following 19-Sep-2013
Pivot 1 day 3 day
R1 126-165 126-016
PP 126-123 125-312
S1 126-082 125-288

These figures are updated between 7pm and 10pm EST after a trading day.

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